eigen reeks - classical decomposition 2 - Clélia Comes

R Software Module: rwasp_decompose.wasp (opens new window with default values)

Title produced by software: Classical Decomposition

Date of computation: Sat, 17 May 2008 10:50:20 -0600

Cite this page as follows:

Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/May/17/t121104305357vnv1ed0hueqxw.htm/, Retrieved Sat, 17 May 2008 18:50:53 +0200

User-defined keywords:

Dataseries X:

» Textbox « » Textfile « » CSV «

1.43 1.43 1.43 1.43 1.43 1.43 1.44 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.48 1.57 1.58 1.58 1.58 1.58 1.59 1.6 1.6 1.61 1.61 1.61 1.62 1.63 1.63 1.64 1.64 1.64 1.64 1.64 1.65 1.65 1.65 1.65 1.65 1.66 1.66 1.67 1.68 1.68 1.68 1.68 1.69 1.7 1.7 1.71 1.72 1.73 1.74 1.74 1.75 1.75 1.75 1.76 1.79 1.83

Text written by user:

Output produced by software:

Summary of computational transaction Raw Input view raw input (R code) Raw Output view raw output of R engine Computing time 3 seconds R Server 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 Classical Decomposition by Moving Averages t Observations Fit Trend Seasonal Random 1 1.43 NA NA 0.993039395825668 NA 2 1.43 NA NA 1.00686706649896 NA 3 1.43 NA NA 1.00625204918517 NA 4 1.43 NA NA 1.00549653718428 NA 5 1.43 NA NA 1.00322713114234 NA 6 1.43 NA NA 1.00098394843927 NA 7 1.44 1.45424286076562 1.45375 1.00033902718185 0.99020599574536 8 1.48 1.45731401338377 1.45791666666667 0.999586633929995 1.01556698584374 9 1.48 1.46016167140909 1.46208333333333 0.998685668675354 1.01358639182178 10 1.48 1.46298216369039 1.46625 0.99777129663454 1.01163229240381 11 1.48 1.46334100739627 1.47041666666667 0.995187990294995 1.01138421770424 12 1.48 1.46361723311325 1.47458333333333 0.99256325500757 1.01119334107040 13 1.48 1.46804324016228 1.47833333333333 0.993039395825668 1.00814469186643 14 1.48 1.49016325841845 1.48 1.00686706649896 0.9931797684844 15 1.48 1.48925303279406 1.48 1.00625204918517 0.993786796071385 16 1.48 1.48813487503274 1.48 1.00549653718428 0.99453350958356 17 1.48 1.48477615409066 1.48 1.00322713114234 0.996783249732624 18 1.48 1.48145624369012 1.48 1.00098394843927 0.999017018763581 19 1.48 1.48050176022914 1.48 1.00033902718185 0.999661087718624 20 1.48 1.47938821821639 1.48 0.999586633929995 1.00041353701217 21 1.48 1.47805478963952 1.48 0.998685668675354 1.00131606106493 22 1.48 1.47670151901912 1.48 0.99777129663454 1.00223368157911 23 1.48 1.47287822563659 1.48 0.995187990294995 1.00483527710536 24 1.48 1.46899361741120 1.48 0.99256325500757 1.00749246454058 25 1.48 1.46969830582199 1.48 0.993039395825668 1.00700939379001 26 1.48 1.49016325841845 1.48 1.00686706649896 0.9931797684844 27 1.48 1.48925303279406 1.48 1.00625204918517 0.993786796071385 28 1.48 1.48813487503274 1.48 1.00549653718428 0.99453350958356 29 1.48 1.48477615409066 1.48 1.00322713114234 0.996783249732624 30 1.48 1.48145624369012 1.48 1.00098394843927 0.999017018763581 31 1.48 1.48050176022914 1.48 1.00033902718185 0.999661087718624 32 1.48 1.48313666809363 1.48375 0.999586633929995 0.99788511189757 33 1.48 1.48970612244074 1.49166666666667 0.998685668675354 0.993484538799617 34 1.48 1.49665694495181 1.5 0.99777129663454 0.988870565824726 35 1.48 1.50107521869495 1.50833333333333 0.995187990294995 0.985959918308908 36 1.48 1.50538760342815 1.51666666666667 0.99256325500757 0.983135503859382 37 1.48 1.51479884504907 1.52541666666667 0.993039395825668 0.977027415116662 38 1.57 1.54554094707590 1.535 1.00686706649896 1.01582556125115 39 1.58 1.55465941599109 1.545 1.00625204918517 1.01629976556168 40 1.58 1.56396607221205 1.55541666666667 1.00549653718428 1.01025209438544 41 1.58 1.57130449415169 1.56625 1.00322713114234 1.00553394067202 42 1.58 1.57863510201777 1.57708333333333 1.00098394843927 1.00086460638085 43 1.59 1.58887182150718 1.58833333333333 1.00033902718185 1.00071005003522 44 1.6 1.59600665884156 1.59666666666667 0.999586633929995 1.00250208301846 45 1.6 1.59914542696641 1.60125 0.998685668675354 1.00053439356995 46 1.61 1.60225440717896 1.60583333333333 0.99777129663454 1.00483418412602 47 1.61 1.60308198770019 1.61083333333333 0.995187990294995 1.00431544509444 48 1.61 1.60381679288307 1.61583333333333 0.99256325500757 1.00385530762888 49 1.62 1.60913758765251 1.62041666666667 0.993039395825668 1.00675045591554 50 1.63 1.63531992717205 1.62416666666667 1.00686706649896 0.996746858468695 51 1.63 1.63809448173603 1.62791666666667 1.00625204918517 0.995058598984197 52 1.64 1.64063518317235 1.63166666666667 1.00549653718428 0.99961284313608 53 1.64 1.64027635941773 1.635 1.00322713114234 0.999831516551378 54 1.64 1.63994536885967 1.63833333333333 1.00098394843927 1.00003331278063 55 1.64 1.64180642836221 1.64125 1.00033902718185 0.998899731216172 56 1.64 1.64307052952243 1.64375 0.999586633929995 0.998131224760435 57 1.65 1.6440862820568 1.64625 0.998685668675354 1.00359696325414 58 1.65 1.64507542532620 1.64875 0.99777129663454 1.00299352515878 59 1.65 1.64371883063723 1.65166666666667 0.995187990294995 1.00382131617993 60 1.65 1.64269218703753 1.655 0.99256325500757 1.00444868065979 61 1.65 1.6467903314109 1.65833333333333 0.993039395825668 1.00194904507749 62 1.66 1.67307744216576 1.66166666666667 1.00686706649896 0.992183600211096 63 1.66 1.67540966189332 1.665 1.00625204918517 0.990802451338438 64 1.67 1.67792234642627 1.66875 1.00549653718428 0.995278478504596 65 1.68 1.67831538814021 1.67291666666667 1.00322713114234 1.00100375166175 66 1.68 1.67915057350688 1.6775 1.00098394843927 1.00050586677962 67 1.68 1.68348722116146 1.68291666666667 1.00033902718185 0.99792857283523 68 1.68 1.68805192804928 1.68875 0.999586633929995 0.995230047183096 69 1.69 1.69277220840472 1.695 0.998685668675354 0.998362326371523 70 1.7 1.69745841839951 1.70125 0.99777129663454 1.0014972865155 71 1.7 1.69886883176608 1.70708333333333 0.995187990294995 1.00066583612152 72 1.71 1.70017814222338 1.71291666666667 0.99256325500757 1.00577695803322 73 1.72 NA 1.71875 NA NA 74 1.73 NA 1.725 NA NA 75 1.74 NA 1.7325 NA NA 76 1.74 NA 1.74208333333333 NA NA 77 1.75 NA NA NA NA 78 1.75 NA NA NA NA 79 1.75 NA NA NA NA 80 1.76 NA NA NA NA 81 1.79 NA NA NA NA 82 1.83 NA NA NA NA

Charts produced by software:

http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t121104305357vnv1ed0hueqxw/168np1211043015.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t121104305357vnv1ed0hueqxw/168np1211043015.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t121104305357vnv1ed0hueqxw/23uem1211043015.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t121104305357vnv1ed0hueqxw/23uem1211043015.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t121104305357vnv1ed0hueqxw/3vwqt1211043015.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t121104305357vnv1ed0hueqxw/3vwqt1211043015.ps (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t121104305357vnv1ed0hueqxw/46s3n1211043015.png (open in new window) http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/May/17/t121104305357vnv1ed0hueqxw/46s3n1211043015.ps (open in new window)

Parameters (Session):

par1 = multiplicative ; par2 = 12 ;

Parameters (R input):

par1 = multiplicative ; par2 = 12 ;

R code (references can be found in the software module):

par2 <- as.numeric(par2) x <- ts(x,freq=par2) m <- decompose(x,type=par1) m$figure bitmap(file='test1.png') plot(m) dev.off() mylagmax <- length(x)/2 bitmap(file='test2.png') op <- par(mfrow = c(2,2)) acf(as.numeric(x),lag.max = mylagmax,main='Observed') acf(as.numeric(m$trend),na.action=na.pass,lag.max = mylagmax,main='Trend') acf(as.numeric(m$seasonal),na.action=na.pass,lag.max = mylagmax,main='Seasonal') acf(as.numeric(m$random),na.action=na.pass,lag.max = mylagmax,main='Random') par(op) dev.off() bitmap(file='test3.png') op <- par(mfrow = c(2,2)) spectrum(as.numeric(x),main='Observed') spectrum(as.numeric(m$trend[!is.na(m$trend)]),main='Trend') spectrum(as.numeric(m$seasonal[!is.na(m$seasonal)]),main='Seasonal') spectrum(as.numeric(m$random[!is.na(m$random)]),main='Random') par(op) dev.off() bitmap(file='test4.png') op <- par(mfrow = c(2,2)) cpgram(as.numeric(x),main='Observed') cpgram(as.numeric(m$trend[!is.na(m$trend)]),main='Trend') cpgram(as.numeric(m$seasonal[!is.na(m$seasonal)]),main='Seasonal') cpgram(as.numeric(m$random[!is.na(m$random)]),main='Random') par(op) dev.off() load(file='createtable') a<-table.start() a<-table.row.start(a) a<-table.element(a,'Classical Decomposition by Moving Averages',6,TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,'t',header=TRUE) a<-table.element(a,'Observations',header=TRUE) a<-table.element(a,'Fit',header=TRUE) a<-table.element(a,'Trend',header=TRUE) a<-table.element(a,'Seasonal',header=TRUE) a<-table.element(a,'Random',header=TRUE) a<-table.row.end(a) for (i in 1:length(m$trend)) { a<-table.row.start(a) a<-table.element(a,i,header=TRUE) a<-table.element(a,x[i]) if (par1 == 'additive') a<-table.element(a,m$trend[i]+m$seasonal[i]) else a<-table.element(a,m$trend[i]*m$seasonal[i]) a<-table.element(a,m$trend[i]) a<-table.element(a,m$seasonal[i]) a<-table.element(a,m$random[i]) a<-table.row.end(a) } a<-table.end(a) table.save(a,file='mytable.tab')

Copyright

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa

Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.

Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

• personalize online software applications according to your needs
• enforce strict security rules with respect to the data that you upload (e.g. statistical data)
• manage user sessions of online applications
• alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.

FreeStatistics.org is powered by